We assess the role played by exchange rates in buffering or amplifying the propagation of shocks across international equity markets. Using copula functions we model the joint dependence between exchange rates and two global equity markets and, from a copula framework, we obtain the conditional...

Transitioning to a low-carbon economy involves risks for the value of financial assets, with potential ramifications for financial stability. We quantify the systemic impact on financial firms arising from changes in the value of financial assets under three climate transition scenarios that...

Background Forecasting patient arrivals to hospital emergency departments is critical to dealing with surges and to efcient planning, management and functioning of hospital emerency departments. Objective We explore whether past mean values and past observations are useful to forecast daily...